Taylor expansions of solutions of stochastic partial differential equations with additive noise

Annals of Probability

Volumn 38, Issue 2, 2010, Pages 532-569

  Jentzen, Arnulf ^a   Kloeden, Peter ^a  

^a GOETHE UNIVERSITY   (Germany)

Author keywords

SPDE; Stochastic partial differential equations; Stochastic trees; Strong convergence; Taylor expansions

Indexed keywords

EID: 77953606984     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/09-AOP500     Document Type: Article

References (42)

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